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Numerical Methods for Stochastic Computations: A Spectral Method Approach
Dongbin Xiu
€ 71.30
€ 55.14
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Description for Numerical Methods for Stochastic Computations: A Spectral Method Approach
Hardback. Focusing on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical methods based on generalized polynomial chaos (gPC). It illustrates through examples Basic gPC methods, and includes polynomial approximation theory and probability theory. Num Pages: 144 pages, 50 line illus. BIC Classification: PBT; UYA. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 242 x 166 x 16. Weight in Grams: 352.
The@ first graduate-level textbook to focus on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical methods based on generalized polynomial chaos (gPC). These fast, efficient, and accurate methods are an extension of the classical spectral methods of high-dimensional random spaces. Designed to simulate complex systems subject to random inputs, these methods are widely used in many areas of computer science and engineering. The book introduces polynomial approximation theory and probability theory; describes the basic theory of gPC methods through numerical examples and rigorous development; details the procedure for converting stochastic equations into deterministic ... Read more
The@ first graduate-level textbook to focus on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical methods based on generalized polynomial chaos (gPC). These fast, efficient, and accurate methods are an extension of the classical spectral methods of high-dimensional random spaces. Designed to simulate complex systems subject to random inputs, these methods are widely used in many areas of computer science and engineering. The book introduces polynomial approximation theory and probability theory; describes the basic theory of gPC methods through numerical examples and rigorous development; details the procedure for converting stochastic equations into deterministic ... Read more
Product Details
Publisher
Princeton University Press United States
Number of pages
144
Format
Hardback
Publication date
2010
Condition
New
Weight
360 g
Number of Pages
144
Place of Publication
New Jersey, United States
ISBN
9780691142128
SKU
V9780691142128
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About Dongbin Xiu
Dongbin Xiu is associate professor of mathematics at Purdue University.
Reviews for Numerical Methods for Stochastic Computations: A Spectral Method Approach
"[A]s a newbie to this field, by reading this lively written text I was able to gain insight into this really interesting and challenging matter."
Peter Mathe, Mathematical Reviews
Peter Mathe, Mathematical Reviews